Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 0.247919 0.267985 0.289638 0.314867 0.343619 0.375562 0.414014
2026-01-18 0.226298 0.253083 0.283577 0.321276 0.367217 0.422184 0.494199
2026-01-25 0.203227 0.232520 0.267110 0.311693 0.368752 0.440993 0.542299
2026-02-01 0.184673 0.214922 0.251641 0.300523 0.365577 0.451874 0.580172
2026-02-08 0.172462 0.203723 0.242608 0.295905 0.369442 0.471412 0.632011
2026-02-15 0.167391 0.200842 0.243536 0.303923 0.390629 0.517079 0.730319
2026-02-22 0.159417 0.193501 0.237853 0.302104 0.397270 0.541786 0.799803
2026-03-01 0.151877 0.186161 0.231509 0.298577 0.400663 0.561438 0.864159
2026-03-08 0.144161 0.178088 0.223560 0.291951 0.398425 0.571340 0.912341
2026-03-15 0.137905 0.171631 0.217408 0.287387 0.398769 0.585294 0.971093
2026-03-22 0.135213 0.169887 0.217720 0.292404 0.414801 0.628453 1.100862
2026-03-29 0.134737 0.171151 0.222337 0.304274 0.443351 0.698888 1.314966
2026-04-05 0.130101 0.166460 0.218213 0.302456 0.448932 0.727960 1.445046
2026-04-12 0.127499 0.164547 0.218080 0.307017 0.466333 0.784058 1.672974
2026-04-19 0.121530 0.157465 0.209748 0.297435 0.456726 0.781466 1.729341
2026-04-26 0.115703 0.150371 0.201081 0.286754 0.444099 0.770494 1.756457
2026-05-03 0.111775 0.145931 0.196293 0.282333 0.443012 0.785428 1.877896
2026-05-10 0.110867 0.145922 0.198352 0.289733 0.465669 0.859941 2.260336
2026-05-17 0.107970 0.142797 0.195334 0.288015 0.469830 0.890403 2.494918
2026-05-24 0.104912 0.139311 0.191577 0.284723 0.470392 0.911846 2.708500
2026-05-31 0.101420 0.135048 0.186395 0.278554 0.464319 0.914708 2.836975
2026-06-07 0.098513 0.131593 0.182388 0.274303 0.461983 0.927547 3.032303
2026-06-14 0.097566 0.131122 0.183213 0.278972 0.479535 1.000441 3.661330